Apply factor models to portfolio construction and fund evaluation, from CAPM through the Fama-French 3- and 5-factor models plus momentum. Use when the user asks about 'Fama-French', 'value factor', 'smart beta', 'factor tilt', 'momentum exposure', or the 'factor zoo', wants to run or interpret a fa
Apply factor models to portfolio construction and fund evaluation, from CAPM through the Fama-French 3- and 5-factor models plus momentum. Use when the user asks about 'Fama-French', 'value factor', 'smart beta', 'factor tilt', 'momentum exposure', or the 'factor zoo', wants to run or interpret a factor regression (loadings, alpha after controlling for factors, R-squared, t-stats), decompose a man
This entry publishes no npm package, so Forge has no dependency tree for it. That is a gap in coverage — not a statement that it has no dependencies.